+263.1%
USFD vs PENG
+597.2%
-334.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -2.1% |
| 7D | +3.0% | -19.4% | +22.4% | +5.3% |
| 30D | +11.1% | -42.4% | +53.4% | +18.9% |
| 3M | -0.3% | -25.6% | +25.4% | +1.5% |
| 6M | +15.9% | +7.3% | +8.6% | +5.1% |
| YTD | +41.6% | +113.9% | -72.2% | +10.6% |
| 1Y | +49.4% | +93.6% | -44.2% | +18.6% |
| 3Y | +157.8% | +170.2% | -12.4% | +77.1% |
| 5Y | +176.6% | +44.2% | +132.4% | +102.3% |
| All | +263.1% | +597.2% | -334.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling